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Diffstat (limited to 'build/Bonmin/include/coin/CglFlowCover.hpp')
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diff --git a/build/Bonmin/include/coin/CglFlowCover.hpp b/build/Bonmin/include/coin/CglFlowCover.hpp new file mode 100644 index 0000000..eea070f --- /dev/null +++ b/build/Bonmin/include/coin/CglFlowCover.hpp @@ -0,0 +1,371 @@ +// $Id: CglFlowCover.hpp 1119 2013-04-06 20:24:18Z stefan $ +//----------------------------------------------------------------------------- +// name: Cgl Lifted Simple Generalized Flow Cover Cut Generator +// author: Yan Xu email: yan.xu@sas.com +// Jeff Linderoth email: jtl3@lehigh.edu +// Martin Savelsberg email: martin.savelsbergh@isye.gatech.edu +// date: 05/01/2003 +// comments: please scan this file for '???' and read the comments +//----------------------------------------------------------------------------- +// Copyright (C) 2003, Yan Xu, Jeff Linderoth, Martin Savelsberg and others. +// All Rights Reserved. +// This code is published under the Eclipse Public License. + +#ifndef CglFlowCover_H +#define CglFlowCover_H + +#include <iostream> + +#include "CoinError.hpp" + +#include "CglCutGenerator.hpp" + +//============================================================================= + +//============================================================================= + +/** This enumerative constant describes the various col types.*/ +enum CglFlowColType { + /** The column(variable) is a negative binary variable.*/ + CGLFLOW_COL_BINNEG = -2, + /** The column is a negative continous variable.*/ + CGLFLOW_COL_CONTNEG, + /** The column is a positive continous variable.*/ + CGLFLOW_COL_CONTPOS = 1, + /** The column is a positive binary variable.*/ + CGLFLOW_COL_BINPOS +}; + +enum CglFlowColStatus{ +}; + +/** This enumerative constant describes the various stati of vars in + a cut or not.*/ +enum CglFlowColCut{ + /** The column is NOT in cover.*/ + CGLFLOW_COL_OUTCUT = 0, + /** The column is in cover now. */ + CGLFLOW_COL_INCUT, + /** The column is decided to be in cover. */ + CGLFLOW_COL_INCUTDONE, + /** The column is in L-. */ + CGLFLOW_COL_INLMIN, + /** The column is decided to be in L-. */ + CGLFLOW_COL_INLMINDONE, + /** The column is in L--.*/ + CGLFLOW_COL_INLMINMIN, + /** This enumerative constant describes the various stati of vars in + determining the cover.*/ + /** The column is a prime candidate. */ + CGLFLOW_COL_PRIME, + /** The column is a secondary candidate. */ + CGLFLOW_COL_SECONDARY +}; + +/** This enumerative constant describes the various row types.*/ +enum CglFlowRowType { + /** The row type of this row is NOT defined yet.*/ + CGLFLOW_ROW_UNDEFINED, + /** After the row is flipped to 'L', the row has exactly two variables: + one is negative binary and the other is continous, and the RHS + is zero.*/ + CGLFLOW_ROW_VARUB, + /** After the row is flipped to 'L', the row has exactlytwo variables: + one is positive binary and the other is continous, and the RHS + is zero.*/ + CGLFLOW_ROW_VARLB, + /** The row sense is 'E', the row has exactly two variables: + one is binary and the other is a continous, and the RHS is zero.*/ + CGLFLOW_ROW_VAREQ, + /** Rows can not be classfied into other types and the row sense + is NOT 'E'.*/ + CGLFLOW_ROW_MIXUB, + /** Rows can not be classfied into other types and the row sense is 'E'.*/ + CGLFLOW_ROW_MIXEQ, + /** All variables are NOT binary and the row sense is NOT 'E'. */ + CGLFLOW_ROW_NOBINUB, + /** All variables are NOT binary and the row sense is 'E'. */ + CGLFLOW_ROW_NOBINEQ, + /** The row has one binary and 2 or more other types of variables and + the row sense is NOT 'E'. */ + CGLFLOW_ROW_SUMVARUB, + /** The row has one binary and 2 or more other types of variables and + the row sense is 'E'. */ + CGLFLOW_ROW_SUMVAREQ, + /** All variables are binary. */ + CGLFLOW_ROW_UNINTERSTED +}; + +//============================================================================= + +/** Variable upper bound class. */ +class CglFlowVUB +{ +protected: + int varInd_; /** The index of the associated 0-1 variable.*/ + double upper_; /** The Value of the associated upper bound.*/ + +public: + CglFlowVUB() : varInd_(-1), upper_(-1) {} + + CglFlowVUB(const CglFlowVUB& source) { + varInd_= source.varInd_; + upper_ = source.upper_; + } + + CglFlowVUB& operator=(const CglFlowVUB& rhs) { + if (this == &rhs) + return *this; + varInd_= rhs.varInd_; + upper_ = rhs.upper_; + return *this; + } + + /**@name Query and set functions for associated 0-1 variable index + and value. + */ + //@{ + inline int getVar() const { return varInd_; } + inline double getVal() const { return upper_; } + inline void setVar(const int v) { varInd_ = v; } + inline void setVal(const double v) { upper_ = v; } + //@} +}; + +//============================================================================= + +/** Variable lower bound class, which is the same as vub. */ +typedef CglFlowVUB CglFlowVLB; + +/** Overloaded operator<< for printing VUB and VLB.*/ +std::ostream& operator<<( std::ostream& os, const CglFlowVUB &v ); + +//============================================================================= + +/** + * Lifed Simple Generalized Flow Cover Cut Generator Class. + */ +class CglFlowCover : public CglCutGenerator { + friend void CglFlowCoverUnitTest(const OsiSolverInterface * siP, + const std::string mpdDir ); + +public: + + /** + * Do the following tasks: + * <ul> + * <li> classify row types + * <li> indentify vubs and vlbs + * </ul> + * This function is called by + * <CODE>generateCuts(const OsiSolverInterface & si, OsiCuts & cs)</CODE>. + */ + void flowPreprocess(const OsiSolverInterface& si); + + /**@name Generate Cuts */ + //@{ + /** Generate Lifed Simple Generalized flow cover cuts for the model data + contained in si. The generated cuts are inserted into and returned + in the collection of cuts cs. + */ + virtual void generateCuts(const OsiSolverInterface & si, OsiCuts & cs, + const CglTreeInfo info = CglTreeInfo()); + //@} + + /**@name Functions to query and set maximum number of cuts can be + generated. */ + //@{ + inline int getMaxNumCuts() const { return maxNumCuts_; } + inline void setMaxNumCuts(int mc) { maxNumCuts_ = mc; } + //@} + + /**@name Functions to query and set the number of cuts have been + generated. */ + //@{ + static int getNumFlowCuts() { return numFlowCuts_; } + static void setNumFlowCuts(int fc) { numFlowCuts_ = fc; } + static void incNumFlowCuts(int fc = 1) { numFlowCuts_ += fc; } + //@} + + //------------------------------------------------------------------------- + /**@name Constructors and destructors */ + //@{ + /// Default constructor + CglFlowCover (); + + /// Copy constructor + CglFlowCover ( + const CglFlowCover &); + + /// Clone + virtual CglCutGenerator * clone() const; + + /// Assignment operator + CglFlowCover & + operator=( + const CglFlowCover& rhs); + + /// Destructor + virtual + ~CglFlowCover (); + /// Create C++ lines to get to current state + virtual std::string generateCpp( FILE * fp); + //@} + +private: + //------------------------------------------------------------------------- + // Private member functions + + /** Based a given row, a LP solution and other model data, this function + tries to generate a violated lifted simple generalized flow cover. + */ + bool generateOneFlowCut( const OsiSolverInterface & si, + const int rowLen, + int* ind, + double* coef, + char sense, + double rhs, + OsiRowCut& flowCut, + double& violation ); + + + /** Transform a row from ">=" to "<=", and vice versa. */ + void flipRow(int rowLen, double* coef, double& rhs) const; + + /** Transform a row from ">=" to "<=", and vice versa. Have 'sense'. */ + void flipRow(int rowLen, double* coef, char& sen, double& rhs) const; + + /** Determine the type of a given row. */ + CglFlowRowType determineOneRowType(const OsiSolverInterface& si, + int rowLen, int* ind, + double* coef, char sen, + double rhs) const; + /** Lift functions */ + void liftMinus(double &movement, /* Output */ + int t, + int r, + double z, + double dPrimePrime, + double lambda, + double ml, + double *M, + double *rho) const; + + bool liftPlus(double &alpha, + double &beta, + int r, + double m_j, + double lambda, + double y_j, + double x_j, + double dPrimePrime, + double *M) const; + + + //------------------------------------------------------------------------- + //**@name Query and set the row type of a givne row. */ + //@{ + inline const CglFlowRowType* getRowTypes() const + { return rowTypes_; } + inline CglFlowRowType getRowType(const int i) const + { return rowTypes_[i]; } + /** Set rowtypes, take over the ownership. */ + inline void setRowTypes(CglFlowRowType* rt) + { rowTypes_ = rt; rt = 0; } + inline void setRowTypes(const CglFlowRowType rt, const int i) { + if (rowTypes_ != 0) + rowTypes_[i] = rt; + else { + std::cout << "ERROR: Should allocate memory for rowType_ before " + << "using it " << std::endl; + throw CoinError("Forgot to allocate memory for rowType_", + "setRowType", "CglFlowCover"); + } + } + //@} + + //------------------------------------------------------------------------- + //**@name Query and set vubs. */ + //@{ + inline const CglFlowVUB* getVubs() const { return vubs_; } + inline const CglFlowVUB& getVubs(int i) const { return vubs_[i]; } + /** Set CglFlowVUBs,take over the ownership. */ + inline void setVubs(CglFlowVUB* vubs) { vubs_ = vubs; vubs = 0; } + inline void setVubs(const CglFlowVUB& vub, int i) { + if (vubs_ != 0) + vubs_[i] = vub; + else { + std::cout << "ERROR: Should allocate memory for vubs_ before " + << "using it " << std::endl; + throw CoinError("Forgot to allocate memory for vubs_", "setVubs", + "CglFlowCover"); + } + } + inline void printVubs(std::ostream& os) const { + for (int i = 0; i < numCols_; ++i) { + os << "ix: " << i << ", " << vubs_[i]; + } + } + //@} + + //------------------------------------------------------------------------- + //**@name Query and set vlbs. */ + //@{ + inline const CglFlowVLB* getVlbs() const { return vlbs_; } + inline const CglFlowVLB& getVlbs(int i) const { return vlbs_[i]; } + /** Set CglFlowVLBs,take over the ownership. */ + inline void setVlbs(CglFlowVLB* vlbs) { vlbs_ = vlbs; vlbs = 0; } + inline void setVlbs(const CglFlowVLB& vlb, int i) { + if (vlbs_ != 0) + vlbs_[i] = vlb; + else { + std::cout << "ERROR: Should allocate memory for vlbs_ before " + << "using it " << std::endl; + throw CoinError("Forgot to allocate memory for vlbs_", "setVlbs", + "CglFlowCover"); + } + } + //@} + +private: + //------------------------------------------------------------------------ + // Private member data + + /** The maximum number of flow cuts to be generated. Default is 1000. */ + int maxNumCuts_; + /** Tolerance used for numerical purpose. */ + double EPSILON_; + /** The variable upper bound of a flow is not indentified yet.*/ + int UNDEFINED_; + /** Very large number. */ + double INFTY_; + /** If violation of a cut is greater that this number, the cut is useful.*/ + double TOLERANCE_; + /** First time preprocessing */ + bool firstProcess_; + /** The number rows of the problem.*/ + int numRows_; + /** The number columns of the problem.*/ + int numCols_; + /** The number flow cuts found.*/ + static int numFlowCuts_; + /** Indicate whether initial flow preprecessing has been done. */ + bool doneInitPre_; + /** The array of CglFlowVUBs. */ + CglFlowVUB* vubs_; + /** The array of CglFlowVLBs. */ + CglFlowVLB* vlbs_; + /** CglFlowRowType of the rows in model. */ + CglFlowRowType* rowTypes_; +}; + +//############################################################################# +/** A function that tests the methods in the CglFlowCover class. The + only reason for it not to be a member method is that this way it doesn't + have to be compiled into the library. And that's a gain, because the + library should be compiled with optimization on, but this method should be + compiled with debugging. */ +void CglFlowCoverUnitTest(const OsiSolverInterface * siP, + const std::string mpdDir ); + +#endif |